What is mechanical trading all about?

To successfully trade a black box system; the first thing you have to grasp is a big set of balls ...

 

Well, before the balls... you need to find it, play with it, and embrace it...

Aaahhh.... I love my balls...

 

The bible of trading system construction. Covers it all.

Trading Systems and Methods -- Perry J. Kaufman

 

Thanks for the link.

 

... in the sense that brains have nothing to do with balls.